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arcane miniatures has some good ones, if you hunt through the full list of them. I was considering doing up a big daemon princess at one point for gaks and giggles, and remember finding one in there that I liked.

This one may have worked too. This one was also in my favourites, not sure about scale though.

There were a few here as well that I liked, I believe in the 40mm scale. Build her up on a bit of a scenic base if she isn't quite big enough. Again, you'll probably just have to add wings to any of these models, likely the best way to do it.

Looking again at the hasslefree miniatures, I remember thinking that the artemis or Tiriel model could look good and chaos-y with some creative greenstuffing. Artemis would make a good slaaneshi daemoness, with some skimpy armour added...maybe swapping her sword for a big daemon sword